+1,216.9%
VST vs KIM
+35.9%
+1,181.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.9% | +0.4% | +8.5% | +8.7% |
| 30D | +6.2% | -4.0% | +10.2% | +7.7% |
| 3M | -2.7% | +0.5% | -3.3% | -3.3% |
| 6M | -8.4% | +3.6% | -12.0% | -9.7% |
| YTD | -7.2% | +20.4% | -27.6% | -13.6% |
| 1Y | -20.9% | +9.7% | -30.6% | -24.0% |
| 3Y | +384.0% | +46.0% | +338.0% | +314.1% |
| 5Y | +757.1% | +34.4% | +722.6% | +646.8% |
| All | +1,216.9% | +35.9% | +1,181.0% | +1,012.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling